Approximation of a fractional power of an elliptic operator

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis of an integral representation with a singular integrand. In the present article, new integral representations are proposed for operators with fractional powers. Approximations are based on the classical quadrature formulas. The results of numerical experiments on the accuracy of quadrature formulas are presented. The proposed approximations are used for numerical solving a model two‐dimensional boundary value problem for fractional diffusion.     

The norm and the essential norm of the double layer elastic and hydrodynamic potentials in the space of continuous functions

We study a class of matrix integral operators which appear as limit values of the double layer potentials. We find general representations for the norms and for the essential norms of such operators in the space of continuous vector-valued functions. These representations are specified for boundary integral operators of linear isotropic elasticity theory and hydrodynamics of viscous incompressible fluid under the assumption that there is an angle point on the boundary of a plane domain and a conic point or an edge on the boundary of a three-dimensional domain.     

Boundary Integral Equations for Isotropic Linear Elasticity

This articles first investigates boundary integral operators for the three-dimensional isotropic linear elasticity of a biphasic model with piecewise constant Lamé coefficients in the form of a bounded domain of arbitrary shape surrounded by a background material. In the simple case of a spherical inclusion, the vector spherical harmonics consist of eigenfunctions of the single and double layer boundary operators and we provide their spectra. Further, in the case of many spherical inclusions with isotropic materials, each with its own set of Lamé parameters, we propose an integral equation and a subsequent Galerkin discretization using the vector spherical harmonics and apply the discretization to several numerical test cases.     

A Note on Asymptotic Expansions to Approximate Eigenvalues of Integral Operators with Green's Kernels using the Iterated Galerkin Method

In this article, we consider approximation of eigenvalues of integral operators with Green's function-type kernels using the iterated Galerkin method. We obtain asymptotic expansions for approximate eigenvalues. The Richardson extrapolation is used to obtain eigenvalue approximations of higher order. A numerical example is considered in order to illustrate our theoretical results.     

Integral equations requiring small numbers of Krylov-subspace iterations for two-dimensional smooth penetrable scattering problems

This paper presents a class of boundary integral equations for the solution of problems of electromagnetic and acoustic scattering by two-dimensional homogeneous penetrable scatterers with smooth boundaries. The new integral equations, which, as is established in this paper, are uniquely solvable Fredholm equations of the second kind, result from representations of fields as combinations of single and double layer potentials acting on appropriately chosen regularizing operators. As demonstrated in this text by means of a variety of numerical examples (that resulted from a high-order Nyström computational implementation of the new equations), these “regularized combined equations” can give rise to important reductions in computational costs, for a given accuracy, over those resulting from previous iterative boundary integral equation solvers for transmission problems.     

Boundary integral operators for the heat equation

We study the integral operators on the lateral boundary of a space-time cylinder that are given by the boundary values and the normal derivatives of the single and double layer potentials defined with the fundamental solution of the heat equation. For Lipschitz cylinders we show that the 2×2 matrix of these operators defines a bounded and positive definite bilinear form on certain anisotropic Sobolev spaces. By restriction, this implies the positivity of the single layer heat potential and of the normal derivative of the double layer heat potential. Continuity and bijectivity of these operators in a certain range of Sobolev spaces are also shown. As an application, we derive error estimates for various Galerkin methods. An example is the numerical approximation of an eddy current problem which is an interface problem with the heat equation in one domain and the Laplace equation in a second domain. Results of numerical computations for this problem are presented.Parts of this work were done while the author had visiting positions at the Carnegie Mellon University, Pittsburgh, USA, and at the Université de Nantes, France, or was supported by the DFG-Forschergruppe KO 634/32-1.     

A Symmetric Galerkin Boundary Element Method for Linear Poroelasticity

In linear poroelasticity so far only collocation boundary element methods have been available. However, in some applications, e.g., when coupling with finite elements is desired, a symmetric formulation is preferable. Choosing a Galerkin approach which involves the second boundary integral equation, such a formulation is possible. Here, a previously presented integration by part technique for the regularization of the first boundary integral equation is extended to the second boundary integral equation as well. While the weakly singular representation of the double layer operator has been presented before, the emphasis lies here on the so called hyper-singular boundary integral operator. Due to the regularization, this operator can be evaluated numerically and, hence, be used within a numerical scheme for the first time. Different numerical studies will be presented to show the behavior of the established symmetric Galerkin boundary element method, also comparing it with collocation boundary element methods. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An augmented Galerkin procedure for the boundary integral method applied to mixed boundary value problems

Here we present the asymptotic error analysis for the boundary element approximation of the direct boundary integral equations for the plane mixed boundary value problem of the Laplacian. The boundary elements are defined by B-splines for the smooth parts of the boundary charges and additional singular functions at the collision points. The asymptotic error estimates include estimates for the stress intensity factors which occur as additional unknowns to be computed within the Galerkin scheme. The numerical analysis is based on the uniqueness of the problem, a coerciveness inequality, the triangular principal part and an extended shift theorem of the boundary integral operators.     

Boundary integral approximation of a heat-diffusion problem in time-harmonic regime

In this paper we propose and analyse numerical methods for the approximation of the solution of Helmholtz transmission problems in the half plane. The problems we deal with arise from the study of some models in photothermal science. The solutions to the problem are represented as single layer potentials and an equivalent system of boundary integral equations is derived. We then give abstract necessary and sufficient conditions for convergence of Petrov–Galerkin discretizations of the boundary integral system and show for three different cases that these conditions are satisfied. We extend the results to other situations not related to thermal science and to non-smooth interfaces. Finally, we propose a simple full discretization of a Petrov–Galerkin scheme with periodic spline spaces and show some numerical experiments.     

Primal mixed formulations for the coupling of FEM and BEM. Part I: linear problems

We apply the boundary integral equation method and a primal mixed finite element approach to study the weak solvability and Galerkin approximations of linear interior transmission problems arising in potential theory and elastostatics. The existence and uniqueness of solution of the resulting weak formulations and of the associated discrete schemes are derived by using the classical theory for variational problems with constraints. Suitable finite element subspaces of Lagrange type satisfying the compatibility conditions are utilized for defining the Galerkin scheme. The error analysis and corresponding rates of convergence are also provided.     

The fast multipole method for the symmetric boundary integral formulation

^** Email: of{at}mathematik.uni-stuttgart.de^*** Email: o.steinbach{at}tugraz.at^**** Email: wendland{at}mathematik.uni-stuttgart.de A symmetric Galerkin boundary-element method is used for thesolution of boundary-value problems with mixed boundary conditionsof Dirichlet and Neumann type. As a model problem we considerthe Laplace equation. When an iterative scheme is employed forsolving the resulting linear system, the discrete boundary integraloperators are realized by the fast multipole method. While thesingle-layer potential can be implemented straightforwardlyas in the original algorithm for particle simulation, the double-layerpotential and its adjoint operator are approximated by the applicationof normal derivatives to the multipole series for the kernelof the single-layer potential. The Galerkin discretization ofthe hypersingular integral operator is reduced to the single-layerpotential via integration by parts. We finally present a correspondingstability and error analysis for these approximations by thefast multipole method of the boundary integral operators. Itis shown that the use of the fast multipole method does notharm the optimal asymptotic convergence. The resulting linearsystem is solved by a GMRES scheme which is preconditioned bythe use of hierarchical strategies as already employed in thefast multipole method. Our numerical examples are in agreementwith the theoretical results.     

Additive Schwarz algorithms for the p version of the Galerkin boundary element method

Summary. We study some additive Schwarz algorithms for the version Galerkin boundary element method applied to some weakly singular and hypersingular integral equations of the first kind. Both non-overlapping and overlapping methods are considered. We prove that the condition numbers of the additive Schwarz operators grow at most as independently of h, where p is the degree of the polynomials used in the Galerkin boundary element schemes and h is the mesh size. Thus we show that additive Schwarz methods, which were originally designed for finite element discretisation of differential equations, are also efficient preconditioners for some boundary integral operators, which are non-local operators. Received June 15, 1997 / Revised version received July 7, 1998 / Published online February 17, 2000     

Adaptive meshless Galerkin boundary node methods for hypersingular integral equations

Adaptive refinement techniques are developed in this paper for the meshless Galerkin boundary node method for hypersingular boundary integral equations. Two types of error estimators are derived. One is a perturbation error estimator that is formulated based on the difference between numerical solutions obtained using two consecutive nodal arrangements. The other is a projection error estimator that is formulated based on the difference between the numerical solution itself and its projection. These error estimators are proven to have an upper and a lower bound by the constant multiples of the exact error in the energy norm. A localization scheme is presented to accomodate the non-local property of hypersingular integral operators for the needed computable local error indicators. The convergence of the adaptive meshless techniques is verified theoretically. To confirm the theoretical results and to show the efficiency of the adaptive techniques, numerical examples in 2D and 3D with high singularities are provided.     

A direct boundary integral equation method for transmission problems

A system of integral equations for the field and its normal derivative on the boundary in acoustic or potential scattering by a penetrable homogeneous object in arbitrary dimensions is presented. The system contains the operators of the single and double layer potentials, of the normal derivative of the single layer, and of the normal derivative of the double layer potential. It defines a strongly elliptic system of pseudodifferential operators. It is shown by the method of Mellin transformation that a corresponding property, namely a Gårding's inequality in the energy norm, holds also in the case of a polygonal boundary of a plane domain. This yields asymptotic quasioptimal error estimates in Sobolev spaces for the corresponding Galerkin approximation using finite elements on the boundary only.     

A direct boundary integral equation method for transmission problems

A system of integral equations for the field and its normal derivative on the boundary in acoustic or potential scattering by a penetrable homogeneous object in arbitrary dimensions is presented. The system contains the operators of the single and double layer potentials, of the normal derivative of the single layer, and of the normal derivative of the double layer potential. It defines a strongly elliptic system of pseudodifferential operators. It is shown by the method of Mellin transformation that a corresponding property, namely a Gårding's inequality in the energy norm, holds also in the case of a polygonal boundary of a plane domain. This yields asymptotic quasioptimal error estimates in Sobolev spaces for the corresponding Galerkin approximation using finite elements on the boundary only.     

Discrete Galerkin method for Fredholm integro-differential equations with weakly singular kernels

Approximations to a solution and its derivatives of a boundary value problem of an nth order linear Fredholm integro-differential equation with weakly singular or other nonsmooth kernels are determined. These approximations are piecewise polynomial functions on special graded grids. For their finding a discrete Galerkin method and an integral equation reformulation of the boundary value problem are used. Optimal global convergence estimates are derived and an improvement of the convergence rate of the method for a special choice of parameters is obtained. To illustrate the theoretical results a collection of numerical results of a test problem is presented.     

含开边界二维Stokes问题的Galerkin边界元解法

本文推导了含有开边界的二维有限域上Stokes问题的边界积分方程, 得出基于单层位势的第一类间接边界积分方程.对与之等价的边界变分方程用Galerkin边界元求解以得出单层位势的向量密度. 对于含有开边界端点的边界单元,采用特别的插值函数, 以模拟其固有的奇异性.论文用若干数值算例模拟了含有开边界的有限区域上不可压缩粘性流体的绕流.       

On the Asymptotic and Numerical Analyses of Exponentially III-Conditioned Singularly Perturbed Boundary Value Problems

Asymptotic and numerical methods are used to study several classes of singularly perturbed boundary value problems for which the underlying homogeneous operators have exponentially small eigenvalues. Examples considered include the familiar boundary layer resonance problems and some extensions and certain linearized equations associated with metastable internal layer motion. For the boundary layer resonance problems, a systematic projection method, motivated by the work of De Groen [1], is used to analytically calculate high-order asymptotic solutions. This method justifies and extends some previous results obtained from the variational method of Grasman and Matkowsky [2]. A numerical approach, based on an integral equation formulation, is used to accurately compute boundary layer resonance solutions and their associated exponentially small eigenvalues. For various examples, the numerical results are shown to compare very favorably with two-term asymptotic results. Finally, some Sturm-Liouville operators with exponentially small spectral gap widths are studied. One such problem is applied to analyzing metastable internal layer motion for a certain forced Burgers equation.     

Solving multivariable mathematical models by the quadrature and cubature methods

The utilization and generalization of quadrature and cubature approximations for numerical solution of mathematical models of multivariable transport processes involving integral, differential, and integro-differential operators, and for numerical interpolation and extrapolation, are presented. The methodology for determination of the quadrature and cubature weights for composite operators is developed to accommodate for general functional representations. Application of these methods is demonstrated by solving two-dimensional steady-state and one-dimensional transient-state problems. The solutions are compared with exact-analytical solutions to evaluate the performance of these methods. It is demonstrated that the quadrature and cubature approximations are simple and universal; i.e., the same formula is applicable irrespective of the order of accuracy of the numerical approximation, the type of linear operator, and the number of temporal and/or spatial variables. Since the quadrature and cubature methods can produce solutions with sufficient accuracy even when using fewer discrete points, both the programming task and computational effort are reduced considerably. Therefore, the quadrature and cubature methods appear to be very practical in solving the mathematical models of a variety of transport processes. © 1994 John Wiley & Sons, Inc.     

An improved boundary element method for the charge density of a thin electrified plate in ℝ3

A weakly singular integral equation of the first kind on a plane surface piece Γ is solved approximately via the Galerkin method. The determination of the solution of this integral equation (with the single-layer potential) is a classical problem in physics, since its solution represents the charge density of a thin, electrified plate Γ loaded with some given potential. Using piecewise constant or piecewise bilinear boundary elements we derive asymptotic estimates for the Galerkin error in the energy norm and analyse the effect of graded meshes. Estimates in lower order Sobolev norms are obtained via the Aubin–Nitsche trick. We describe in detail the numerical implementation of the Galerkin method with both piecewise-constant and piecewise-linear boundary elements. Numerical experiments show experimental rates of convergence that confirm our theoretical, asymptotic results.